Robust generalized eigenvalue classifier with ellipsoidal uncertainty

DOI10.1007/s10479-012-1303-2zbMath1296.90084OpenAlexW2028901970MaRDI QIDQ744726

Panos M. Pardalos, Petros Xanthopoulos, Mario Rosario Guarracino

Publication date: 26 September 2014

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1303-2

zbMATH Keywords

uncertaintyrobust optimizationgeneralized eigenvalue classification

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15)

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Uses Software

• UCI-ml
• CVXOPT
• ROBPCA

Cites Work

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